ECBOT 10 Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 11-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2008 |
11-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
123-150 |
122-220 |
-0-250 |
-0.6% |
120-285 |
High |
123-155 |
124-100 |
0-265 |
0.7% |
124-205 |
Low |
122-025 |
122-160 |
0-135 |
0.3% |
120-255 |
Close |
122-255 |
123-310 |
1-055 |
1.0% |
123-015 |
Range |
1-130 |
1-260 |
0-130 |
28.9% |
3-270 |
ATR |
1-136 |
1-145 |
0-009 |
1.9% |
0-000 |
Volume |
364,428 |
435,695 |
71,267 |
19.6% |
2,319,648 |
|
Daily Pivots for day following 11-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-010 |
128-100 |
124-309 |
|
R3 |
127-070 |
126-160 |
124-150 |
|
R2 |
125-130 |
125-130 |
124-096 |
|
R1 |
124-220 |
124-220 |
124-043 |
125-015 |
PP |
123-190 |
123-190 |
123-190 |
123-248 |
S1 |
122-280 |
122-280 |
123-257 |
123-075 |
S2 |
121-250 |
121-250 |
123-204 |
|
S3 |
119-310 |
121-020 |
123-150 |
|
S4 |
118-050 |
119-080 |
122-311 |
|
|
Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-115 |
132-175 |
125-052 |
|
R3 |
130-165 |
128-225 |
124-033 |
|
R2 |
126-215 |
126-215 |
123-240 |
|
R1 |
124-275 |
124-275 |
123-128 |
125-245 |
PP |
122-265 |
122-265 |
122-265 |
123-090 |
S1 |
121-005 |
121-005 |
122-222 |
121-295 |
S2 |
118-315 |
118-315 |
122-110 |
|
S3 |
115-045 |
117-055 |
121-317 |
|
S4 |
111-095 |
113-105 |
120-298 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-005 |
2.618 |
129-018 |
1.618 |
127-078 |
1.000 |
126-040 |
0.618 |
125-138 |
HIGH |
124-100 |
0.618 |
123-198 |
0.500 |
123-130 |
0.382 |
123-062 |
LOW |
122-160 |
0.618 |
121-122 |
1.000 |
120-220 |
1.618 |
119-182 |
2.618 |
117-242 |
4.250 |
114-255 |
|
|
Fisher Pivots for day following 11-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
123-250 |
123-228 |
PP |
123-190 |
123-145 |
S1 |
123-130 |
123-062 |
|